Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49128.32 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45066.78 Kr¶

PnL: ---------------------------------------> 10.78 Kr¶

DD now: ---------------------------------> -7.515 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 15:10:31.334732'

Anic Portfolio¶

Today¶

Return: -1.187 %¶

This Week¶

Return: -0.355 %¶

Total portfolio value¶

Return including deposits: 60.833 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.100000 1669.320000 200.320000 13.640000 1468.999998
Orrön Energy 180 -2.080000 2156.400000 113.400000 5.550000 2043.000000
Atrium Ljungberg B 5 -0.050000 994.500000 59.500000 6.360000 935.000000
Sagax B 4 0.670000 903.200000 49.200000 5.760000 854.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Catena 2 -0.760000 832.400000 40.400000 5.100000 792.000000
Hoist Finance 35 0.170000 1018.500000 38.500000 3.930000 980.000000
Hexatronic Group 12 -0.220000 999.600000 32.600000 3.370000 966.999996
Platzer Fastigheter Holding B 12 -2.710000 992.400000 31.400000 3.270000 960.999996
JM 6 -1.200000 891.600000 27.600000 3.190000 864.000000
OX2 13 1.020000 964.600000 14.600000 1.540000 949.999999
Bilia A 8 -0.440000 912.000000 12.000000 1.330000 900.000000
Biotage 7 -0.660000 951.300000 10.300000 1.090000 940.999997
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
Gränges 9 -0.960000 933.300000 5.300000 0.570000 927.999999
VEF 909 -2.950000 1852.540000 2.540000 0.140000 1850.000436
Sedana Medical 93 -5.240000 2522.160000 1.160000 0.050000 2521.000011
BioGaia B 8 -2.100000 930.400000 0.400000 0.040000 930.000000
AcadeMedia 8 -1.480000 400.400000 -1.600000 -0.400000 402.000000
Byggmax Group 33 -2.580000 948.420000 -7.580000 -0.790000 956.000001
Clas Ohlson B 12 -2.010000 964.200000 -8.800000 -0.900000 972.999996
ASSA ABLOY B 3 -1.690000 766.500000 -12.500000 -1.600000 779.000001
EQT 4 -2.390000 816.400000 -15.600000 -1.880000 832.000000
Alimak Group 11 -1.200000 907.500000 -20.500000 -2.210000 927.999996
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -1.320000 940.800000 -26.200000 -2.710000 966.999999
Addnode Group B 11 -1.100000 892.100000 -28.900000 -3.140000 921.000003
INVISIO 16 1.110000 3656.000000 -33.000000 -0.890000 3689.000000
SKF B 5 -1.310000 906.250000 -33.750000 -3.590000 940.000000
Indutrade 5 -1.220000 1175.500000 -42.500000 -3.490000 1218.000000
Latour B 4 -0.740000 810.000000 -47.000000 -5.480000 857.000000
Bufab 3 -0.970000 1040.400000 -68.600000 -6.190000 1109.000001
Vitec Software Group B 2 -4.250000 1014.000000 -73.000000 -6.720000 1087.000000
BHG Group 97 -1.900000 1355.090000 -103.910000 -7.120000 1458.999989
Hexagon B 26 -3.070000 3328.000000 -133.000000 -3.840000 3461.000010
TOTAL 45066.780000 10.780000 -7.51507% 45056.000411

Updated:¶

'2023-07-05 15:10:47.884263'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶